Anyways, in pygame, you have to create your own button framework. First try making a button using rectangles, button changing color when mouse over, click and and link it to some function (for example)

You will be able to find plenty of Pygame button modules around with a simple search... but if you don't know how they work they still won't help you. Anytime you want to see if the mouse is over a region of the screen, you will probably want to have a pygame.Rect and use the function pygame.Rect.collidepoint. This will be a fundamental concept for any game you make that requires user mouse interaction; not just buttons. You will need to understand how it works. In fact, using rects is so fundamental in Pygame that you won't be able to get much done without a firm grasp of their purpose and usage.

Pygame is not a game engine; Pygame is not a GUI toolkit; Pygame is an API. This means that you will need to be able to program to make it work. It doesn't have a built in library of GUI widgets. You will either need to write your own, or find a library someone has written for that purpose. Your first goal should be understanding how it works, and writing a basic button interface is a great exercise.